+388.2%
EFA vs VTRS
+37.3%
+350.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -1.7% | +3.3% | -5.0% | -2.5% |
| 3M | +3.5% | +2.0% | +1.5% | +2.6% |
| 6M | +9.5% | +19.9% | -10.5% | +3.7% |
| YTD | +12.9% | +35.7% | -22.9% | +3.1% |
| 1Y | +18.2% | +68.1% | -49.9% | +1.6% |
| 3Y | +64.8% | +87.1% | -22.2% | +34.1% |
| 5Y | +53.9% | +47.6% | +6.3% | +29.9% |
| 10Y | +144.8% | -48.2% | +192.9% | +150.2% |
| All | +388.2% | +37.3% | +350.9% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling